Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.717 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52443.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46078.42 Kr¶

PnL: ---------------------------------------> -644.18 Kr¶

DD now: ---------------------------------> -1.274 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 16:34:28.527493'

Anic Portfolio¶

Today¶

Return: -0.182 %¶

This Week¶

Return: -1.174 %¶

Total portfolio value¶

Return including deposits: 71.686 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 5.070000 670.320000 31.320000 4.900000 638.999984
NCC B 7 2.930000 663.950000 9.950000 1.520000 653.999997
Embracer Group B 26 3.280000 671.450000 9.450000 1.430000 661.999988
SynAct Pharma 9 1.260000 653.400000 8.400000 1.300000 645.000003
Nolato B 12 0.560000 649.200000 3.600000 0.560000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Addnode Group B 6 -0.080000 749.400000 -0.600000 -0.080000 750.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
BONESUPPORT HOLDING 10 -0.240000 1222.000000 -2.000000 -0.160000 1224.000000
Investor B 3 -0.340000 653.250000 -2.250000 -0.340000 655.500000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Addtech B 3 0.000000 697.200000 -2.800000 -0.400000 699.999999
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Biotage 4 -0.730000 599.600000 -3.400000 -0.560000 603.000000
Latour B 2 -0.040000 445.200000 -3.800000 -0.850000 449.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Humana 40 0.360000 664.000000 -10.000000 -1.480000 674.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -1.100000 647.800000 -20.200000 -3.020000 668.000000
Lime Technologies 2 4.770000 571.000000 -22.000000 -3.710000 593.000000
Vitrolife 3 -1.190000 645.600000 -31.400000 -4.640000 677.000001
Volati 5 0.370000 542.000000 -32.000000 -5.570000 574.000000
Xvivo Perfusion 3 -1.820000 808.500000 -36.500000 -4.320000 845.000001
Lundin Gold 7 -0.740000 933.800000 -40.200000 -4.130000 973.999999
Investor A 16 -0.320000 3492.800000 -52.200000 -1.470000 3545.000000
Creades A 7 -9.030000 557.200000 -53.800000 -8.810000 610.999998
Ambea 68 -1.030000 2475.200000 -61.800000 -2.440000 2537.000032
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.160000 3820.000000 -96.000000 -2.450000 3916.000000
Bactiguard Holding B 37 -11.180000 2675.100000 -284.900000 -9.620000 2960.000000
TOTAL 46078.420000 -644.180000 -1.27443% 46722.599938

Updated:¶

'2023-06-09 16:34:46.385029'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶